-43.9%
FLUT vs KMX
-25.6%
-18.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.5% |
| 7D | +3.8% | -0.7% | +4.5% | +3.9% |
| 30D | +6.3% | +4.1% | +2.2% | +5.4% |
| 3M | -4.0% | +27.5% | -31.6% | -9.2% |
| 6M | -10.3% | +43.6% | -53.9% | -17.9% |
| YTD | -53.2% | +56.8% | -109.9% | -58.3% |
| 1Y | -65.0% | -1.3% | -63.7% | -65.3% |
| 3Y | -43.9% | -25.4% | -18.5% | -45.8% |
| All | -43.9% | -25.6% | -18.3% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling